CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 16-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2012 |
16-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3192 |
1.3075 |
-0.0117 |
-0.9% |
1.3101 |
| High |
1.3206 |
1.3154 |
-0.0052 |
-0.4% |
1.3218 |
| Low |
1.3074 |
1.3000 |
-0.0074 |
-0.6% |
1.3037 |
| Close |
1.3083 |
1.3139 |
0.0056 |
0.4% |
1.3083 |
| Range |
0.0132 |
0.0154 |
0.0022 |
16.7% |
0.0181 |
| ATR |
0.0114 |
0.0117 |
0.0003 |
2.5% |
0.0000 |
| Volume |
235,821 |
289,558 |
53,737 |
22.8% |
1,119,514 |
|
| Daily Pivots for day following 16-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3560 |
1.3503 |
1.3224 |
|
| R3 |
1.3406 |
1.3349 |
1.3181 |
|
| R2 |
1.3252 |
1.3252 |
1.3167 |
|
| R1 |
1.3195 |
1.3195 |
1.3153 |
1.3224 |
| PP |
1.3098 |
1.3098 |
1.3098 |
1.3112 |
| S1 |
1.3041 |
1.3041 |
1.3125 |
1.3070 |
| S2 |
1.2944 |
1.2944 |
1.3111 |
|
| S3 |
1.2790 |
1.2887 |
1.3097 |
|
| S4 |
1.2636 |
1.2733 |
1.3054 |
|
|
| Weekly Pivots for week ending 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3656 |
1.3550 |
1.3183 |
|
| R3 |
1.3475 |
1.3369 |
1.3133 |
|
| R2 |
1.3294 |
1.3294 |
1.3116 |
|
| R1 |
1.3188 |
1.3188 |
1.3100 |
1.3151 |
| PP |
1.3113 |
1.3113 |
1.3113 |
1.3094 |
| S1 |
1.3007 |
1.3007 |
1.3066 |
1.2970 |
| S2 |
1.2932 |
1.2932 |
1.3050 |
|
| S3 |
1.2751 |
1.2826 |
1.3033 |
|
| S4 |
1.2570 |
1.2645 |
1.2983 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3218 |
1.3000 |
0.0218 |
1.7% |
0.0116 |
0.9% |
64% |
False |
True |
261,510 |
| 10 |
1.3387 |
1.3000 |
0.0387 |
2.9% |
0.0121 |
0.9% |
36% |
False |
True |
244,452 |
| 20 |
1.3391 |
1.3000 |
0.0391 |
3.0% |
0.0113 |
0.9% |
36% |
False |
True |
235,848 |
| 40 |
1.3494 |
1.3000 |
0.0494 |
3.8% |
0.0112 |
0.9% |
28% |
False |
True |
136,554 |
| 60 |
1.3494 |
1.2902 |
0.0592 |
4.5% |
0.0116 |
0.9% |
40% |
False |
False |
91,179 |
| 80 |
1.3494 |
1.2645 |
0.0849 |
6.5% |
0.0116 |
0.9% |
58% |
False |
False |
68,455 |
| 100 |
1.3555 |
1.2645 |
0.0910 |
6.9% |
0.0110 |
0.8% |
54% |
False |
False |
54,779 |
| 120 |
1.4188 |
1.2645 |
0.1543 |
11.7% |
0.0100 |
0.8% |
32% |
False |
False |
45,651 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3809 |
|
2.618 |
1.3557 |
|
1.618 |
1.3403 |
|
1.000 |
1.3308 |
|
0.618 |
1.3249 |
|
HIGH |
1.3154 |
|
0.618 |
1.3095 |
|
0.500 |
1.3077 |
|
0.382 |
1.3059 |
|
LOW |
1.3000 |
|
0.618 |
1.2905 |
|
1.000 |
1.2846 |
|
1.618 |
1.2751 |
|
2.618 |
1.2597 |
|
4.250 |
1.2346 |
|
|
| Fisher Pivots for day following 16-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3118 |
1.3129 |
| PP |
1.3098 |
1.3119 |
| S1 |
1.3077 |
1.3109 |
|